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Sentinel Mid Cap Growth C (SMGCX)
On
Dec 2
:
12.07
0.07
(0.58%)
MORE ON SMGCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
19.79%
Worst 1 Yr Total Return
(2008)
:
-46.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMGCX
Category
Alpha (against Standard Index)
-0.02
3.31
Beta (against Standard Index)
1.08
1.09
Mean Annual Return
-8.39
-0.23
R-squared (against Standard Index)
82
84.23
Standard Deviation
23.25
23.37
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-10.06
N/A
5 Years
Statistic
SMGCX
Category
Alpha (against Standard Index)
-2.04
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-2.54
0.31
R-squared (against Standard Index)
80
81.04
Standard Deviation
19.67
20.00
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.04
N/A
10 Years
Statistic
SMGCX
Category
Alpha (against Standard Index)
2.27
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
-1.68
0.37
R-squared (against Standard Index)
53
60.91
Standard Deviation
27.16
23.71
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.78
N/A
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